Dates & Times:
AMERS: 30 March 2PM ET
EMEA: 30 March 10AM GMT
APAC: 31 March 3PM SGT
LIBOR is widely embedded in operating models and a transition to alternative rates will affect how many contracts are priced and risk-managed.
Join this webinar where we will showcase and demonstrate examples in Python.
We will be using Instrument Pricing Analytics API to price:
- Fixed-Rate Bonds
- Floating rate notes on new Risk-Free Rates
From a Quantitative perspective exploring:
- Impact of LIBOR transition on Bond Pricing & generating yield curves